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Which of the following options on a non-dividend-paying stock is most likely Out-of-the-money assuming they all have the same maturity? A) A call with delta=
Which of the following options on a non-dividend-paying stock is most likely Out-of-the-money assuming they all have the same maturity?
A) A call with delta= 0.5
B) A put with delta= - 0.85
C) A call with delta= 0.95
D) A put with delta= - 0.05
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